Nonparametric Econometrics - =Themes in Modern Econometrics

Zusammenfassung The first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics. The book will provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular. Inhaltsverzeichnis 1. Introduction; 2. Methods of density estimation; 3. Conditional moment estimation; 4. Nonparametric estimation of derivatives; 5. Semiparametric estimation of single equation models; 6. Semi and nonparametric estimation of simultaneous equation models; 7. Semiparametric estimation of discrete choice models; 8. Semiparametric estimation of selectivity models; 9. Semiparametric estimation of censored regression models; 10. Retrospect and prospect.

Product details

• Authors: Adrian Pagan, Pagan Adrian, Aman Ullah, Ullah Aman
• Publisher: Cambridge University Press Academic
• Languages: English
• Product format: Paperback / Softback
• Released: 13.06.1999
• EAN: 9780521586115
• ISBN: 978-0-521-58611-5
• Dimensions: 150 mm x 228 mm x 20 mm
• Series: Themes in Modern Econometrics; Themes in Modern Econometrics
• Subjects: Education and learning > Teaching preparation > Vocational needs; Social sciences, law, business > Business > Economics; BUSINESS & ECONOMICS / Econometrics, Econometrics, Econometrics and economic statistics